+112.3%
SPG vs AVAV
+48.2%
+64.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.9% |
| 7D | -2.4% | -2.2% | -0.2% | -2.3% |
| 30D | -6.8% | -13.9% | +7.1% | -6.4% |
| 3M | +2.7% | -29.2% | +31.9% | +3.9% |
| 6M | +5.5% | -36.1% | +41.6% | +6.9% |
| YTD | +15.7% | -40.2% | +55.9% | +16.9% |
| 1Y | +20.9% | -36.2% | +57.1% | +20.3% |
| All | +112.3% | +48.2% | +64.1% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling